Anic Equity¶

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Total return since start: 0.622 %¶

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Equity now: -----------------------------> 49547.69 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43540.32 Kr¶

PnL: ---------------------------------------> -1335.26 Kr¶

DD now: ---------------------------------> -6.726 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 16:09:36.319677'

Anic Portfolio¶

Today¶

Return: -0.06 %¶

This Week¶

Return: -2.372 %¶

Total portfolio value¶

Return including deposits: 62.206 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.940000 1528.180000 105.180000 7.390000 1423.000014
Nederman Holding 1 -2.840000 205.000000 6.000000 3.020000 199.000000
Hennes & Mauritz B 6 -1.020000 915.600000 3.600000 0.390000 912.000000
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
Atrium Ljungberg B 5 1.120000 904.000000 0.000000 0.000000 904.000000
Profoto Holding 7 -1.440000 576.800000 -5.200000 -0.890000 581.999999
BioGaia B 8 2.000000 897.600000 -6.400000 -0.710000 904.000000
ASSA ABLOY B 4 -0.360000 985.200000 -7.800000 -0.790000 993.000000
JM 7 0.000000 940.100000 -9.900000 -1.040000 950.000002
AcadeMedia 20 -0.740000 962.800000 -15.200000 -1.550000 978.000000
Biotage 1 -6.130000 133.300000 -15.700000 -10.540000 149.000000
OX2 12 -1.790000 890.400000 -18.600000 -2.050000 909.000000
Gränges 10 0.200000 1020.000000 -19.000000 -1.830000 1039.000000
Vitrolife 3 0.000000 657.000000 -20.000000 -2.950000 677.000001
Vitec Software Group B 2 -1.990000 1083.000000 -21.000000 -1.900000 1104.000000
Creaspac SPAC 40 0.000000 3812.000000 -22.000000 -0.570000 3834.000000
Bufab 3 -0.570000 1053.600000 -22.400000 -2.080000 1076.000001
Hexatronic Group 15 0.290000 1047.600000 -23.400000 -2.180000 1071.000000
INVISIO 15 -0.210000 3547.500000 -24.500000 -0.690000 3571.999995
Investor B 3 -1.060000 630.900000 -27.100000 -4.120000 657.999999
Latour B 4 -2.310000 828.400000 -27.600000 -3.220000 856.000000
Addnode Group B 7 -1.180000 877.100000 -27.900000 -3.080000 904.999998
Hoist Finance 36 1.110000 982.800000 -28.200000 -2.790000 1010.999988
Sandvik 4 -0.100000 817.600000 -30.400000 -3.580000 848.000000
Sagax B 4 -2.170000 849.200000 -35.800000 -4.050000 885.000000
Byggmax Group 33 -1.060000 925.980000 -41.020000 -4.240000 966.999990
Sagax A 4 -3.210000 844.000000 -42.000000 -4.740000 886.000000
SKF B 5 -1.240000 936.750000 -43.250000 -4.410000 980.000000
Alimak Group 12 -0.860000 963.600000 -43.400000 -4.310000 1007.000004
EQT 4 -2.540000 827.600000 -45.400000 -5.200000 873.000000
Catena 2 0.530000 760.400000 -45.600000 -5.660000 806.000000
Orrön Energy 170 -2.900000 1994.950000 -51.050000 -2.500000 2045.999980
Platzer Fastigheter Holding B 12 -1.320000 896.400000 -54.600000 -5.740000 951.000000
HEXPOL B 8 -5.270000 892.000000 -65.000000 -6.790000 957.000000
Hexagon B 26 -1.610000 3329.300000 -90.700000 -2.650000 3420.000012
VEF 788 -1.300000 1788.760000 -114.240000 -6.000000 1903.000300
Sedana Medical 93 0.440000 2576.100000 -407.480000 -13.660000 2983.577733
TOTAL 43540.320000 -1335.260000 -6.7256% 44875.578016

Updated:¶

'2023-06-21 16:09:53.525168'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶